Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.085 0.00 Show Price Chart 99.09 99.095 99.08 257,762
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'155 +0'015 Show Price Chart 131'120 131'215 131'055 944,516
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'235 +0'025 Show Price Chart 144'195 145'000 144'085 55,661
30 Day Federal Funds Futures ZQF7 JAN 2017 JAN 2017 99.475 +0.005 Show Price Chart 99.47 99.475 99.46 20,288
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'165 0 Show Price Chart 101'140 101'185 101'110 1,442
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'235 +0'005 Show Price Chart 102'155 102'270 102'120 943
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.085 0.00 Show Price Chart 99.09 99.095 99.08 257,762
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.055 0.00 Show Price Chart 99.06 99.065 99.045 195,458
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.025 +0.005 Show Price Chart 99.025 99.03 99.005 190,706
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.995 +0.005 Show Price Chart 98.99 99.005 98.97 158,576
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.95 0.00 Show Price Chart 98.95 98.965 98.925 233,640
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.935 +0.005 Show Price Chart 98.93 98.945 98.905 135,668
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.905 +0.005 Show Price Chart 98.90 98.92 98.875 131,119
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.875 +0.005 Show Price Chart 98.87 98.89 98.845 102,160
30 Day Federal Funds Futures ZQF7 JAN 2017 JAN 2017 99.475 +0.005 Show Price Chart 99.47 99.475 99.46 20,288
2-Year Eurodollar Bundle Futures BU2Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTZ6 DEC 2016 DEC 2016 109'085 0 Show Price Chart 109'080 109'095 109'070 244,325
5-Year T-Note Futures ZFZ6 DEC 2016 DEC 2016 121'220 +0'007 Show Price Chart 121'202 121'252 121'162 467,895
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'155 +0'015 Show Price Chart 131'120 131'215 131'055 944,516
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'235 +0'025 Show Price Chart 144'195 145'000 144'085 55,661
Ultra U.S. Treasury Bond Futures UBZ6 DEC 2016 DEC 2016 185'24 +0'10 Show Price Chart 185'10 186'13 184'03 53,501
U.S. Treasury Bond Futures ZBZ6 DEC 2016 DEC 2016 169'13 +0'05 Show Price Chart 169'06 169'29 168'09 205,931

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ6 DEC 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'165 0 Show Price Chart 101'140 101'185 101'110 1,442
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'235 +0'005 Show Price Chart 102'155 102'270 102'120 943
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 111'16 -0'06 Show Price Chart 111'04 112'00 111'03 45
2-Year Euro MAC Swap Futures T1EZ6 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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